I'm deeply interested in Roman religion. I know there are several sources and I have seen several books in the bookstore, but sadly most of what I can find are "mythology dictionaries", which only speak of the gods and goddesses in a row and don't relate them or group them.

So I'm searching for any book or source that speak about Roman religion itself: not only descriptions of gods and heroes, but also what had to be done in the religion, like rituals and ceremonies, festivals, the calendar, the meaning, religious explanations of natural phenomena etc.

Yeah well good luck with that, this is very much the field I want to go into, however there's an insane scarcity regarding subject manner, most people just idiotically drone on about how the Romans "copied the Greeks" and so on, the real situation is that it's much more complex, particularly with regards to cognates and equivalents etc. I don't have access to my/a library at the moment, off the top of my head I can tell you that Livy's pentad may be of interest: he describes a few rituals and everything, replete with early tools (flint knives and so on) considering the generally conservative religious nature of the Romans this may not be insanely inaccurate.

I think Ogilvies' book on Etruscans (erm...Etruscans and Early Rome or something? no idea as to the title atm..) has some stuff too, essentially what you're asking for is information on early Rome, I suspect, since as I said they were so conservative in religious ideology, though Greek influence certainly had it's very obvious effects too.